The Reasons Cause Put-Call Parity Deviations
碩士 === 國立臺灣大學 === 財務金融學研究所 === 100 === Deviations from put-call parity have many different reasons. We use the difference in the implied volatility between pairs of call and put options to measure these deviations. We examine how the five major reasons (short sale constraint, informed trading, tradi...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95674138241750690128 |